CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9198 |
0.9245 |
0.0048 |
0.5% |
0.9025 |
| High |
0.9255 |
0.9249 |
-0.0006 |
-0.1% |
0.9221 |
| Low |
0.9179 |
0.9181 |
0.0002 |
0.0% |
0.8986 |
| Close |
0.9247 |
0.9221 |
-0.0026 |
-0.3% |
0.9190 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-10.5% |
0.0235 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
157,614 |
116,755 |
-40,859 |
-25.9% |
647,350 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9421 |
0.9389 |
0.9258 |
|
| R3 |
0.9353 |
0.9321 |
0.9240 |
|
| R2 |
0.9285 |
0.9285 |
0.9233 |
|
| R1 |
0.9253 |
0.9253 |
0.9227 |
0.9235 |
| PP |
0.9217 |
0.9217 |
0.9217 |
0.9208 |
| S1 |
0.9185 |
0.9185 |
0.9215 |
0.9167 |
| S2 |
0.9149 |
0.9149 |
0.9209 |
|
| S3 |
0.9081 |
0.9117 |
0.9202 |
|
| S4 |
0.9013 |
0.9049 |
0.9184 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9837 |
0.9749 |
0.9319 |
|
| R3 |
0.9602 |
0.9514 |
0.9255 |
|
| R2 |
0.9367 |
0.9367 |
0.9233 |
|
| R1 |
0.9279 |
0.9279 |
0.9212 |
0.9323 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9154 |
| S1 |
0.9044 |
0.9044 |
0.9168 |
0.9088 |
| S2 |
0.8897 |
0.8897 |
0.9147 |
|
| S3 |
0.8662 |
0.8809 |
0.9125 |
|
| S4 |
0.8427 |
0.8574 |
0.9061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9271 |
0.9126 |
0.0146 |
1.6% |
0.0071 |
0.8% |
66% |
False |
False |
146,057 |
| 10 |
0.9271 |
0.8986 |
0.0286 |
3.1% |
0.0077 |
0.8% |
82% |
False |
False |
162,280 |
| 20 |
0.9271 |
0.8938 |
0.0333 |
3.6% |
0.0074 |
0.8% |
85% |
False |
False |
162,117 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0071 |
0.8% |
91% |
False |
False |
116,248 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.3% |
0.0078 |
0.8% |
91% |
False |
False |
77,755 |
| 80 |
0.9271 |
0.8497 |
0.0775 |
8.4% |
0.0083 |
0.9% |
94% |
False |
False |
58,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9538 |
|
2.618 |
0.9427 |
|
1.618 |
0.9359 |
|
1.000 |
0.9317 |
|
0.618 |
0.9291 |
|
HIGH |
0.9249 |
|
0.618 |
0.9223 |
|
0.500 |
0.9215 |
|
0.382 |
0.9206 |
|
LOW |
0.9181 |
|
0.618 |
0.9138 |
|
1.000 |
0.9113 |
|
1.618 |
0.9070 |
|
2.618 |
0.9002 |
|
4.250 |
0.8892 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9219 |
0.9225 |
| PP |
0.9217 |
0.9223 |
| S1 |
0.9215 |
0.9222 |
|